Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1046436.303 | 1086476.1557 | -40039.8527 | 240496.4732 | 1928206.0302 | -1687709.557 |
Total P&L (%) | 1046.4363 | 1086.4762 | -40.0399 | 240.4965 | 1928.206 | -1687.7096 |
Avg Daily Profit (%) | 0.5729 | 0.5948 | -0.0219 | 0.0671 | 0.1649 | 0 |
Buy And Hold Return (%) | 773.3816 | 773.3816 | 773.3816 | 773.3816 | 773.3816 | 773.3816 |
Max Trade Drawdown | -165778 | -126267 | -111163 | -1983198 | -805537 | -1802866 |
Profit Factor | 2.2651 | 3.7793 | 0.9082 | 1.0415 | 1.9027 | 0.5381 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 123 | 59 | 64 | 123 | 59 | 64 |
Losing Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Profitability (%) | 51.8987 | 50 | 53.7815 | 51.8987 | 50 | 53.7815 |
Ratio Avg Win / Avg Loss | 2.0993 | 3.7793 | 0.7805 | 0.9653 | 1.9027 | 0.4624 |
Largest Winning Trade | 634766 | 634766 | 63296 | 1731069 | 1731069 | 377966 |
Largest Losing Trade | -65768 | -29830 | -65768 | -1423432 | -217122 | -1423432 |
Avg Bars in Trades | 44 | 41 | 48 | 44 | 41 | 48 |
Avg Bars in Winners | 56 | 54 | 57 | 56 | 54 | 57 |
Avg Bars in Losers | 32 | 27 | 36 | 32 | 27 | 36 |
Bars Traded | 10632 | 4891 | 5741 | 10632 | 4891 | 5741 |
Profit Streak | 0 | 25.7384 | 0 | 0 | 25.7384 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38912 | -20253 | -580525 | -444135 | 324435 | -580525 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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